IASG CTA Index For December 2017 Need help with terms? Monthly Rankings Show ranking for: January February March April May June July August September October November December 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 1982 1981 1980 1979 1978 1977 Rank CTA/Program Dec 2017 Min Inv Inception 201 Covenant Capital Management Optimal Program -9.66 10k 2/1/2014 200 Future Trade AG Thales Swing Trading Programme -5.15 250k 6/1/2007 199 Redleaf Capital, LLC Fallback Fundamentals - Accounts <$50K -4.60 25k 1/1/2011 198 Hartswell Capital Ltd MP-1 -3.83 250k 1/1/2014 197 dormouse Limited dormouse - Managed Account -3.58 20,000k 7/1/2011 196 Mesirow Financial Investment Management, Inc. Emerging Markets Currency Alpha Programme -3.51 10,000k 2/1/2008 195 Silicon Valley Quantitative Advisors UQP Large -2.96 500k 1/1/2009 194 Episteme Capital Partners (UK), LLP Episteme Systematic Quest (ESQ) Composite -2.96 5,000k 9/1/2009 193 Aquantum Aquantum Global Systematic Program (AGS) -2.77 5,000k 7/1/2013 192 Angle Capital Management LLC AIP Program -2.60 100k 1/1/2010 191 Gregory P Asset Management LLC Seasonal Spread and Options Strategy -2.37 50k 9/1/2009 190 Redleaf Capital, LLC Fallback Fundamentals - Accounts >$50K -2.25 50k 10/1/2011 189 Garraway Capital Management LLP Garraway Financial Trends -2.20 100k 9/1/2012 188 M6 Capital Management LLC Standard Program -2.17 300k 7/1/2005 187 Vivienne Investissement MACH 3 -2.07 100k 6/1/2015 186 SEB Asset Management SEB Asset Selection Opportunistic Fund C (EUR) -2.04 1k 6/1/2009 185 Trigon Investment Advisors, LLC Foreign Exchange Program -1.85 5,000k 8/1/2000 184 Eclipse Capital Management Alpha Asia -1.77 25,000k 1/1/2015 183 Sandpiper Asset Management Sandpiper Global Macro Program -1.57 1,000k 8/1/2012 182 Greenwave Capital Management Greenwave Flagship Discretionary Plus -1.44 1,000k 9/1/2012 181 Whitmore Capital Management LLC Whitmore Capital LP -1.43 250k 6/1/2012 180 Insch Capital Management SA Interbank Currency Program - 3X Leverage -1.40 100k 1/1/2000 179 Estlander & Partners Freedom -1.33 20,000k 8/1/2010 178 Conquest Capital Group Conquest Select -1.29 250k 6/1/2004 177 Three Rock Capital Management Global Macro Program -1.18 1,000k 1/1/2009 176 SEB Asset Management SEB Asset Selection Fund C (EUR) -1.14 1k 10/1/2006 175 Ditsch Trading, LLC Agricultural Trading Program -1.14 100k 1/1/2011 174 Seven Capital Management Seven Fixed Income Fund -1.11 100k 9/1/2010 173 QCAM Currency Asset Management AG QCAM v-Pro Dynamic -1.08 1,000k 7/1/2007 172 Dixon Midland Company LLC Dixon Midland Diversified LLC -1.07 250k 5/1/2011 171 Bocken Trading LLC Discretionary Trading Program -1.03 100k 7/1/2011 170 Worldwide Capital Strategies Profit Quest Macro World -0.99 100k 1/1/2010 169 Independent View IV Quantitative Futures Fund -0.98 100k 11/1/2012 168 Blue Diamond Asset Management Blue Diamond Non-Directional Strategy -0.90 100k 10/1/2011 167 Kaiser Trading Group Kaiser Global Diversified Program - Class A -0.87 10,000k 3/1/1998 166 Gregory P Asset Management LLC Alternative Multi Strategy -0.83 500k 11/1/2012 165 Quest Partners LLC AlphaQuest Short Bias (AQSB) -0.80 20,000k 5/1/2013 164 Seven Capital Management Seven Absolute Return -0.77 100k 6/1/2009 163 County Cork LLC RLA I -0.77 500k 1/1/2009 162 Soaring Pelican, LLC Diversified S&P Program -0.77 100k 1/1/2011 161 Paradox Capital Management Sentiment Program (1X) -0.76 1,000k 1/1/2013 160 Greenwave Capital Management Greenwave Flagship Plus -0.74 1,000k 6/1/2008 159 Amapa Capital Advisors LLC Energy Program -0.73 1,000k 2/1/2015 158 Blue Bar Futures Trading Management LLC Blue Bar Prime Ag Program -0.71 100k 1/1/2014 157 Kaiser Trading Group Kaiser Trading Fund 2X SPC - Share Class A -0.70 1,000k 10/1/2016 156 ROW Asset Managment Row Currency Program -0.68 1,000k 11/1/2010 155 Demeter Capital Management Livestock & Grain Trading Program -0.66 50k 3/1/2010 154 QTS Capital Management, LLC QTS Partners, L.P. -0.64 100k 1/1/2011 153 TRYCON G.C.M. AG Tungsten TRYCON AI Global Markets, Class C (UCITS IV) -0.61 100k 2/1/2010 152 Vivienne Investissement OUESSANT UCITS FUND (A) -0.59 100k 5/1/2012 151 Talenta Capital LLP S&P 500 Momentum -0.58 950k 2/1/2017 150 Typhon Capital Management, LLC Chiron Currency Program -0.57 250k 2/1/2008 149 Tlaloc Capital LLC Grains Program -0.56 1,000k 4/1/2010 148 Non Correlated Capital Positive Theta Program -0.55 250k 10/1/2007 147 Degraves Capital Management Pty Ltd Degraves Global Diversified Program -0.54 1,000k 1/1/2013 146 Schindler Capital Management, LLC Dairy Advantage Program -0.49 400k 8/1/2005 145 Alee Capital Management, LLC Poniente Program -0.48 2,500k 1/1/1999 144 Buttonwood LLC Energy Diversified 1 -0.47 100k 7/1/2014 143 Global Sigma Group, LLC Global Sigma BondVOL LP -0.40 1,000k 4/1/2015 142 Millburn Ridgefield Corporation Multi-Markets Program -0.40 25,000k 10/1/2004 141 NickJen Capital Management & Consultants LLC NRD-1 -0.35 1,000k 4/1/2008 140 SCT Capital Management The Adaptive Quant Trading (AQT) Program -0.27 10,000k 8/1/2009 139 Vilk Commodity Services Limited Vilk Base Metals Relative Value Program -0.25 2,000k 1/1/2013 138 Hehmeyer Capital Management, LLC Hehmeyer Meat Complex -0.23 100k 11/1/2013 137 Kessler Investment Advisors, Inc. Kessler Cornerstone Absolute Return Strategy -0.19 500k 6/1/2007 136 Warrington Asset Management Tactical Program Client -0.19 500k 2/1/2015 135 QTS Capital Management, LLC Tail Reaper -0.17 500k 8/1/2012 134 Typhon Capital Management, LLC Helios Deutsche -0.17 250k 4/1/2014 133 Blake Capital Management, Inc. SRD Short Equities -0.16 100k 1/1/2011 132 Emil van Essen Long-Short Commodity Program - Accelerated -0.16 200k 5/1/2014 131 Ring Capital Management LLC S&P E-Mini Select -0.16 100k 1/1/2012 130 Jaguar Investments Ltd Aegir Capital Strategy -0.15 1,000k 1/1/2012 129 Warrington Asset Management Warrington Strategic Program -0.14 50k 1/1/1997 128 Hehmeyer Capital Management, LLC Commodity Capital - Grain & Oil Seeds Program -0.13 1,000k 1/1/2006 127 Certeza Asset Management 4x Omni -0.11 1,000k 11/1/2014 126 R Best LLC R Best Private Client Program -0.11 50k 2/1/2010 125 Certeza Asset Management Macro Vega -0.09 1,000k 1/1/2012 124 Tyche Capital Advisors LLC Institutional Spreads -0.09 250k 3/1/2014 123 Jaguar Investments Ltd Ultro Capital Strategy -0.09 1,000k 1/1/2012 122 Doherty Advisors LLC Grey Swan Hedge -0.08 10,000k 4/1/2010 121 Greenwave Capital Management Greenwave Flaghship (Futures Only) -0.07 10,000k 7/1/2008 120 QTS Capital Management, LLC FX Managed Account -0.07 100k 1/1/2011 119 Bluenose Capital Management, LLC BNC CL -0.06 15k 12/1/2013 118 SMJ Capital Management Ltd. Systematic Currency FX Strategy -0.05 250k 9/1/2014 117 Valia Capital Management Global Tactical Program -0.03 200k 5/1/2014 116 Superfund Group Superfund Red EUR SICAV -0.02 10k 3/1/2013 115 Superfund Group Superfund Red USD SICAV -0.01 10k 3/1/2013 112 Estlander & Partners Alpha Trend II - Class P 0.00 100k 12/1/2008 113 Turning Wheel Capital, Inc. Pure Alpha 0.00 10,000k 1/1/2012 114 Pinstripe Trading, LLC Standard 0.00 125k 8/1/2009 111 Crabel Capital Management WPD Crabel Futures Program 0.04 1,000k 7/1/2008 110 Hehmeyer Capital Management, LLC Hehmeyer Systematic Treasury & Equity Strategy 0.06 250k 3/1/2010 109 Strategic Capital Advisors LLC Multi-strategy Futures Program 0.09 3,000k 5/1/2010 108 Bluenose Capital Management, LLC BNC BI 0.11 30k 10/1/2008 107 Four Seasons Commodities Corp Lone Star Program 0.12 300k 1/1/2005 106 Salus Alpha Capital Ltd Salus Alpha Commodity Arbitrage (CAX) 0.13 10,000k 3/1/2007 105 Emil van Essen Spread Trading Program Limited 0.14 5,000k 7/1/2013 104 Typhon Capital Management, LLC Vulcan Metals Strategy 0.15 2,000k 11/1/2011 103 Witter & Lester, Inc. Redstone 0.18 500k 9/1/1994 102 Strategic Capital Advisors LLC Contrarian S&P Stock Index LF 0.19 500k 1/1/2015 101 Blake Capital Management, Inc. SRD Currencies 0.19 100k 3/1/2013 100 Trading Study SPK – E-Mini S&P 500 Option 0.20 15k 10/1/2009 99 Orgone Commodity Management LLC Orgone AG 1 0.24 250k 9/1/2011 98 Third Street Ag Investments, LLC Fundamental Discretionary Ag 0.24 500k 8/1/2012 97 Purple Valley Capital, Inc. Diversified Trend 1 0.25 100k 8/1/2008 96 HPX Financial LLC HPX Old School Program 0.26 200k 6/1/2006 95 Typhon Capital Management, LLC Plutus Grain Strategy 0.30 250k 4/1/2008 94 Bluegrass Capital Management Cross Market Bias Model 0.30 3,000k 7/1/2014 93 Aspect Capital Aspect Diversified Fund - Class A (USD) 0.32 100k 12/1/1998 92 Bluenose Capital Management, LLC BNC EI 0.33 15k 7/1/2010 91 Doherty Advisors LLC Relative Value Plus 0.38 1,000k 7/1/2011 90 Glenhaven Capital LLC Glenhaven Global II LP 0.38 25k 4/1/2012 89 Cauldron Investments, LLC Stock Index Plus 0.40 1,000k 10/1/2009 88 Blackheath Fund Management Inc. Tactical FI Strategy 0.41 50k 10/1/2011 87 FORT LP Fort Global Diversified 0.41 2,000k 3/1/2002 86 Doherty Advisors LLC Relative Value Growth 0.42 1,000k 6/1/2003 85 Gregory P Asset Management LLC Low Volatility Income Strategy 0.43 100k 5/1/2015 84 Leibniz Group Systematic Intelligence Vol 10 0.43 3,000k 8/1/2011 83 Salus Alpha Capital Ltd Salus Alpha Global Alpha (GAX) 0.43 10,000k 3/1/2003 82 Mesirow Financial Investment Management, Inc. Extended Markets Alpha Program 0.43 10,000k 4/1/2004 81 Commodities Analytics LLC Daily Analytics 0.44 100k 1/1/2014 80 WESTCAY LLC Tropicals Program 0.44 250k 1/1/2014 79 ML Systems LLC Sledon Classic (Client) 0.47 300k 8/1/2014 78 NuWave Investment Management, LLC Commodity Value Portfolio 0.48 2,000k 10/1/2014 77 Blackwater Capital Management Tactical Equity 0.48 500k 12/1/2013 76 Helford Capital Partners LLP Helford Diversified Systematic Alpha 1 0.50 100k 4/1/2015 75 Evergreen Commodity Advisors, LLC Discretionary 0.50 100k 1/1/2015 74 Turk Capital LLC US Equity Long/Short Strategy 0.52 100k 4/1/2014 73 Crabel Capital Management Crabel Multi-Product 0.52 1,000k 3/1/1998 72 Alee Capital Management, LLC Mistral Program 0.53 2,500k 1/1/1999 71 Talenta Capital LLP Diversified 0.54 950k 6/1/2014 70 Kopis Capital Management, LLC Commodity Long Short Separate Account 0.54 1,000k 5/1/2015 69 Linnis Linnis ONE, LP 0.58 100k 8/1/2014 68 Lochridge Investment Advisors Lochridge Investment Advisors, LLC (Energy) 0.68 1,000k 2/1/2015 67 Trigon Investment Advisors, LLC Discretionary Macro Program 0.72 10,000k 8/1/2007 66 FORT LP Global Futures Program (formerly Global Diversified Classic) 0.76 10,000k 3/1/2002 65 Bensboro Advisors, LLC Seasonal Spread Trading Program 0.78 500k 1/1/2015 64 SandPointe SandPointe Opportunities Strategy 0.82 5,000k 5/1/2014 63 Witter & Lester, Inc. Diversified Trading Program 0.86 100k 4/1/2013 62 Doherty Advisors LLC Orion 0.88 1,000k 6/1/2015 61 Robust Methods LLC Macro Managed Account 0.93 5,000k 1/1/2005 60 Typhon Capital Management, LLC Proteus Dynamic Volatility Program 0.97 250k 10/1/2011 59 Doherty Advisors LLC Compass 0.98 1,000k 6/1/2015 58 Quantica Capital AG 1X Quantica Managed Futures Fund 1.00 100k 1/1/2014 57 Wharton Capital Management Wharton AG Futures Program 1.00 100k 9/1/2011 56 FORT LP Fort Global Contrarian 1.04 2,000k 10/1/2002 55 Metolius Capital LLC Metolius Diversified 1.14 100k 6/1/2010 54 Aquantum Aquantum Commodity Spread Program (ACS) 1.17 5,000k 7/1/2013 53 Carbide Capital Inc. Carbide Absolute Return Program 1.21 200k 9/1/2014 52 SMN Investment Services GmbH smn Diversified Futures Fund (i14) 1.22 250k 11/1/1996 51 Mesirow Financial Investment Management, Inc. Asian Markets Alpha Program 1.24 10,000k 2/1/2006 50 Automaton Trading LLC Diversified 1.28 500k 7/1/2014 49 Alpha Z Advisors LLC Alpha Z Futures Fund, LLC 1.32 100k 7/1/2013 48 Glendorn Capital Management LLC Diversified Short-Term Trading Strategy 1.39 2,000k 7/1/2013 47 Ilgenwald Trading, LLC Ilgenwald Trading, LLC 1.43 100k 11/1/2013 46 ROW Asset Managment Row Diversified Fund, L.P. 1.47 1,000k 11/1/2011 45 Buckingham Global Advisors, LLC Weekly Emini Program 1.50 200k 3/1/2015 44 Urban Tree Capital, LLC UTC Plus (Client) 1.51 100k 3/1/2013 43 Systematic Absolute Return AG SAR Volatility Arbitrage (VOLA) 1.54 100k 12/1/2014 42 SandPointe SandPointe All-Seasons Strategy 1.58 5,000k 1/1/2015 41 Tianyou Asset Management, LLC Tianyou Trading Strategy 1.58 100k 10/1/2012 40 Gamma Q Commodity Program Managed Account 1.60 3,000k 4/1/2011 39 Tomas Capital Pty Ltd GCAF | AUD (managed by Tomas Capital Australia Pty Ltd) 1.68 50k 7/1/2011 38 EMC Capital Advisors, LLC EMC Alpha Program 1.77 5,000k 6/1/2013 37 Tomas Capital Pty Ltd GCAF | USD 1.80 1,500k 7/1/2011 36 Emil van Essen Multi-Strategy Program 1.84 6,000k 5/1/2014 35 Spring Valley Asset Management (SVAM) SVAM Tactical Trend Portfolio 1.89 1,000k 5/1/2014 34 EMC Capital Advisors, LLC EMC Alpha Plus Program 1.93 3,000k 5/1/2014 33 Capital Fund Management S.A. IS Trends Program - Series 1 (USD 10V) 1.97 1,000k 1/1/2013 32 Coloma Capital Futures(r), LLC Hedged Volatility Strategy 2.00 250k 5/1/2013 31 AG Capital Management Partners, LP Discretionary Global Macro Program 2.16 5,000k 10/1/2014 30 Prolific Capital Markets, LLC Prolific Swiss System 2.18 10,000k 1/1/2014 29 Bulkara Capital Bulkara Systematic Fund SP 2.19 250k 4/1/2014 28 Global Wealth Analytics, Inc. Triple M 2.20 1,000k 6/1/2014 27 ISAM ISAM Systematic Trend Fund 2.28 1,000k 6/1/2001 26 Quantica Capital AG 2X Quantica Managed Futures Fund 2.30 100k 1/1/2014 25 SinoPac Asset Management SinoPac Multi Strategy Quant Fund 2.39 250k 10/1/2009 24 M&R Capital, LLC Livestock Trading Program 2.39 100k 1/1/2015 23 Melissinos Trading Eupatrid Global Trends 2.41 100k 1/1/2011 22 Glider Trading LLP Glider Trading Strategy (Class C) GROSS Returns 2.46 500k 9/1/2013 21 DUNN Capital Management DUNN WMA Institutional Program 2.66 100k 10/1/2011 20 Hehmeyer Capital Management, LLC HOGO 2.79 1,000k 5/1/2013 19 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 1 2.82 500k 5/1/2013 18 QMS Capital Management LP QMS Diversified Global Macro Strategy 2.92 5,000k 6/1/2010 17 Emil van Essen Long-Short Commodity Program 3.04 1,000k 6/1/2013 16 Metolius Capital LLC Metolius Enhanced Fund 3.16 40k 6/1/2015 15 Meliora Capital LLP Commodity Absolute Return (1x) 3.27 250k 11/1/2014 14 Salus Alpha Capital Ltd Salus Alpha Directional Markets (DMX) 3.34 10,000k 3/1/2003 13 Taaffeite Capital Management LLC TCM Global Index Fund (Flagship) 3.63 500k 7/1/2013 12 Gamma Q Breckhurst Commodity Fund 4.47 1,000k 10/1/2006 11 SYNERGIE CAPITAL MANAGEMENT LLC Synergie Focused Strategy 4.69 1,000k 1/1/2015 10 Qbasis Invest Qbasis i Trend Fund 4.84 1k 1/1/2014 9 Candriam Investors Group Alternative Return Systemat 4.89 125k 1/1/2007 8 ATP CAPITAL MANAGEMENT, LLC Granularity Alpha 4.98 100k 4/1/2014 7 Chesapeake Capital Diversified Plus (HV) 5.36 100k 4/1/1994 6 Millburn Ridgefield Corporation Commodity Program 5.45 25,000k 3/1/2005 5 Red Rock Capital, LLC Commodity Long-Short 5.62 500k 9/1/2013 4 Rosetta Capital Management Macro Program 6.34 50k 1/1/2009 3 Advanced Arbitrage Concepts Advanced Arbitrage Concepts Account 2 7.64 100k 7/1/2013 2 Insch Capital Management SA Insch Kintore (Bidirectional Gold) 7.90 200k 2/1/2015 1 Dreiss Research Corporation Diversified Program 7.90 1,000k 5/1/1991 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.